Market Risk Analyst

Federal Home Loan Bank of Des Moines is committed to developing an inclusive culture that supports a diverse workforce. They are seeking a highly motivated Market Risk Analyst to analyze the Bank’s market risk sensitivity and support various risk management functions.ResponsibilitiesProduce and analyze market risk valuation (income simulation) exposure reports for the Bank’s assets, liabilities, and derivatives under the direction of Market Risk Senior AnalystsSupport the preparation of risk reports for committees related to the Bank’s market and financial risk exposuresAssist with the maintenance and upgrade of the Bank’s risk management quantitative models, including the evaluation of assumptionsContribute to innovation efforts through the development and enhancement of market risk models and processesProvide support for ad hoc analysis related to the Bank’s market risk (income at risk) exposures and actively contribute to the delivery of Bank-wide projectsPerform daily liquidity risk monitoring and monthly liquidity gap analysisPrice and assess the risk of the Bank’s mortgage loan and investment portfolio to interest rates, spreads, changes in prepayment and default ratesReview weekly market loading and MPF pricing update reportsOther projects/responsibilities as assignedSkillsBachelor's degree in finance, financial engineering, economics, mathematics, statistics or computer science or other quantitative fieldsStrong analytical and computer skills in Excel, PowerPoint, Word and relational databases such as SQL and AccessProgramming skills are a plusExperience with financial markets, cashflow or valuation modelsAbility to work in a team environment and to develop relationships with stakeholdersGood oral and written communication skillsFamiliarity with fixed income bond and derivative valuation theory and marketsSome awareness of key risk metricBenefits11 paid holidays5 weeks of PTOHybrid work schedule100% match of the first 6% you contribute to your 401(k)4% non-discretionary contribution to your 401(k) at the end of yearCompany OverviewFederal Home Loan Bank of Des Moines is a financial services company providing mortgage and small business lending services. It was founded in 1932, and is headquartered in Des Moines, Iowa, USA, with a workforce of 201-500 employees. Its website is http://fhlbdm.com.Company H1B SponsorshipFederal Home Loan Bank of Des Moines has a track record of offering H1B sponsorships, with 6 in 2025, 9 in 2024, 10 in 2023, 12 in 2022, 11 in 2021, 11 in 2020. Please note that this does not guarantee sponsorship for this specific role.



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